NYMEX miNY Light Sweet Crude Oil Future April 2007
Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
57.550 |
58.550 |
1.000 |
1.7% |
54.575 |
High |
58.900 |
59.575 |
0.675 |
1.1% |
56.700 |
Low |
56.525 |
57.850 |
1.325 |
2.3% |
53.100 |
Close |
58.850 |
58.020 |
-0.830 |
-1.4% |
56.250 |
Range |
2.375 |
1.725 |
-0.650 |
-27.4% |
3.600 |
ATR |
1.829 |
1.822 |
-0.007 |
-0.4% |
0.000 |
Volume |
667 |
946 |
279 |
41.8% |
3,545 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.657 |
62.563 |
58.969 |
|
R3 |
61.932 |
60.838 |
58.494 |
|
R2 |
60.207 |
60.207 |
58.336 |
|
R1 |
59.113 |
59.113 |
58.178 |
58.798 |
PP |
58.482 |
58.482 |
58.482 |
58.324 |
S1 |
57.388 |
57.388 |
57.862 |
57.073 |
S2 |
56.757 |
56.757 |
57.704 |
|
S3 |
55.032 |
55.663 |
57.546 |
|
S4 |
53.307 |
53.938 |
57.071 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.150 |
64.800 |
58.230 |
|
R3 |
62.550 |
61.200 |
57.240 |
|
R2 |
58.950 |
58.950 |
56.910 |
|
R1 |
57.600 |
57.600 |
56.580 |
58.275 |
PP |
55.350 |
55.350 |
55.350 |
55.688 |
S1 |
54.000 |
54.000 |
55.920 |
54.675 |
S2 |
51.750 |
51.750 |
55.590 |
|
S3 |
48.150 |
50.400 |
55.260 |
|
S4 |
44.550 |
46.800 |
54.270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.575 |
54.600 |
4.975 |
8.6% |
2.065 |
3.6% |
69% |
True |
False |
694 |
10 |
59.575 |
52.550 |
7.025 |
12.1% |
2.063 |
3.6% |
78% |
True |
False |
649 |
20 |
60.300 |
51.700 |
8.600 |
14.8% |
2.008 |
3.5% |
73% |
False |
False |
352 |
40 |
65.790 |
51.700 |
14.090 |
24.3% |
1.171 |
2.0% |
45% |
False |
False |
177 |
60 |
66.830 |
51.700 |
15.130 |
26.1% |
0.780 |
1.3% |
42% |
False |
False |
118 |
80 |
66.830 |
51.700 |
15.130 |
26.1% |
0.588 |
1.0% |
42% |
False |
False |
88 |
100 |
70.830 |
51.700 |
19.130 |
33.0% |
0.470 |
0.8% |
33% |
False |
False |
71 |
120 |
78.650 |
51.700 |
26.950 |
46.4% |
0.392 |
0.7% |
23% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.906 |
2.618 |
64.091 |
1.618 |
62.366 |
1.000 |
61.300 |
0.618 |
60.641 |
HIGH |
59.575 |
0.618 |
58.916 |
0.500 |
58.713 |
0.382 |
58.509 |
LOW |
57.850 |
0.618 |
56.784 |
1.000 |
56.125 |
1.618 |
55.059 |
2.618 |
53.334 |
4.250 |
50.519 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
58.713 |
57.734 |
PP |
58.482 |
57.448 |
S1 |
58.251 |
57.163 |
|